ECE 307 - Techniques For Engineering Decisions: Networks and Flows

ECE 307 – Techniques for Engineering
Decisions
Networks and Flows
George Gross
Department of Electrical and Computer Engineering
University of Illinois at Urbana-Champaign
© 2006-2009 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved. 1

NETWORKS AND FLOWS
A network is a system of lines or channels
connecting different points
Examples abound in nearly all aspects of life:
electrical systems
communication networks
airline webs
local area networks
distribution systems
NETWORKS AND FLOWS
The network structure is also common to many

other systems that at first glance are not
necessarily viewed as networks
distribution system consisting of
manufacturing plants, warehouses and retail
outlets
matching problems such as work to people,
assignments to machines and computer
dating
NETWORKS AND FLOWS
river systems with pondage for electricity

generation
mail delivery networks
project management of multiple tasks in a
large undertaking such as construction or a
space flight
We consider a broad range of network and
network flow problems
THE TRANSPORTATION PROBLEM
The basic idea of the transportation problem is
illustrated with the problem of distribution of a
specified homogenous product from several
sources to a number of localities at least cost
We consider a system with m warehouses, n
markets and links between them with the specified
costs of transportation
supply demand
⎧ ⎫
⎪1 a1 b1
⎪
transportation 1 ⎪⎪
⎪ links with ⎪
⎪ ⎪
⎪2
a2 costs
b2 ⎪
warehouses
⎪
2⎪
markets
.. ⎪
⎪
⎨
ci j .. ⎪
⎪
. . ⎬
ai bj ⎪
⎪i j⎪
⎪ c i j = ∞ whenever ⎪
⎪
⎪
.. .. ⎪
⎪
⎪
. warehouse i cannot . ⎪
⎪m am bn n⎪
⎩ ship to market j ⎪
⎭
all the supply comes from the m ware-

houses; we associate the index i = 1, 2, … , m
with a warehouse
all the demand is at the n markets; we
associate the index j = 1, 2, … , n with a
market
shipping costs c i j for each unit from the
warehouse i to the market j
The transportation problem is to determine the
optimal shipping schedule that minimizes shipping
costs for the set of m warehouses to the set of
n markets : the quantities shipped from the
warehouse i to each market j

LP FORMULATION OF THE
TRANSPORTATION PROBLEM
The decision variables are
xij = quanity shipped from warehouse i to market j
i = 1, 2, ... , m
j = 1, 2, ... , n
The objective function is

m n
min ∑ ∑
i =1 j =1
cij xij
The constraints are:
n
∑
j =1
xij ≤ ai i = 1, 2, ... , m
∑
i =1
xij ≥ bj j = 1, 2, ... , n
i = 1, 2, ... , m
xij ≥ 0
j = 1, 2, ... , n
Note that feasibility requires
m n
∑
i =1
ai ≥ ∑
j =1
bj
When
m n
∑
i =1
ai = ∑
j =1
bj
every available unit of supply at the m ware-

houses is shipped to meet all the demands of the
n markets; this problem is known as the standard
transportation problem
STANDARD TRANSPORTATION
PROBLEM
m n
min ∑
i =1
∑
j =1
cij xij
s .t .
n
∑
j =1
xij = ai
i = 1, ... , m
m
∑ xij = bj
i =1 j = 1, ... , n
xij ≥ 0
EXAMPLE
market j
w/h i M1 M2 M3 M4 supplies
x 11 x 12 x 13 x 14
W1 a1
c 11 c 12 c 13 c 14
x 21 x 22 x 23 x 24
W2 a2
c 21 c 22 c 23 c 24
x 31 x 32 x 33 x 34
W3 a3
c 31 c 32 c 33 c 34
demands b1 b2 b3 b4
PROBLEM
The standard transportation problem has
m n variables x i j
m + n equality constraints
Since
m n m n
∑ ∑
i =1 j =1
xi j = ∑
i =1
ai = ∑
j =1
bj
there are at most (m + n – 1) independent cons-

traints and consequently at most (m + n – 1)
independent variables x i j
EXAMPLE
market j
w/h i M1 M2 M3 M4 ai
W1 3
2 2 2 1
W2 7
10 8 5 4
W3 5
7 6 6 8
bj 4 3 4 4
THE LEAST – COST RULE
PROCEDURE
This scheme is used to generate an initial basic
feasible solution which has no more than
(m + n – 1) positive valued basic variables
The key idea of the scheme is to select, at each
step, the variable x i j with the lowest shipping costs
c i j as the next basic variable

APPLICATION OF THE LEAST – COST
RULE
c 14 is the lowest c i j and we select x 14 as a basic
variable
We choose x 14 as large as possible without
violating any constraints:
min { a 1 , b 4 } = min { 3 , 4 } = 3
We set x 14 = 3 and
x 11 = x 12 = x 13 = 0
We delete row 1 from any further consideration
since all the supplies from W 1 are exhausted
RULE
market j
3
W1 3
2 2 2 1
W2 7
10 8 5 4
W3 5
7 6 6 8
bj 4 3 4 4
RULE
The remaining demand at M 4 is
4–3 =1
which is the value for the modified demand at M 4
We again apply the criterion selection for the reduced
tableau: c 24 is the lowest-valued c i j with i = 2, j = 4
and we select x 24 as a basic variable

RULE
We choose x 24 as large as possible without
violating any constraints:
min { a 2 , b 4 } = min { 7 , 1 } = 1
and we set x 24 = 1 and
x 34 = 0
We delete column 4 from any further consi-
deration since all the demand at M 4 is exhausted

RULE
The remaining supply at W 2 is
7–1 =6,
which is the value for the modified supply at W 2
We repeat these steps until we find the nonzero
basic variables and obtain a basic feasible solution
In the reduced tableau,

RULE
market j
w/h i M1 M2 M3 ai
4
W2 6
10 8 5
0
W3 5
7 6 6
bj 4 3 4
RULE
pick x 23 to enter the basis
set
x 23 = min { 6, 4 } = 4
and set x 33 = 0
eliminate column 3 and reduce the supply at
W 2 to
6–4 = 2
For the reduced tableau
RULE
market j
M1 M2 ai
w/h i
0
W2 2
10 8
3
W3 5
7 6
bj 4 3
RULE
set
x 32 = min { 3, 5 } = 3
and set x 22 = 0
eliminate column 2 in the reduced tableau
and reduce the supply at W 3 to
5–3 = 2
The last reduced tableau is
RULE
market j
M1 ai
w/h i
2
W2
10
2
2
W3
7
bj 4
RULE
set
x 31 = min { 2, 5 } = 2
reduce the demand at M 1 to
4–2 = 2
the value of
x 21 = 2
is obtained by default
INITIAL BASIC FEASIBLE SOLUTION
market j
3
W1 3
2 2 2 1
2 4 1
W2 7
10 8 5 4
2 3
W3 5
7 6 6 8
bj 4 3 4 4
RULE
The feasible solution involves only the basic
variables and results in shipment costs of
3 4
∑ ∑
i =1 j =1
c ij x i j = 1 ⋅ 3 + 4 ⋅ 1 + 5 ⋅ 4 + 6 ⋅ 3 + 7 ⋅ 2 + 10 ⋅ 2
= 79
THE STANDARD TRANSPORTATION
PROBLEM
The primal problem is
m n
⎫
min Z = ∑ ∑
i =1 j =1
cij xij ⎪
⎪
s .t . ⎪
⎪
n ⎪
⎪
ui ↔ ∑ xij = ai ⎬ ( P)
i = 1, ... , m ⎪
j =1
m ⎪
⎪
v j ↔ ∑
i =1
xij = bj
j = 1, ... , n ⎪
⎪
xij ≥ 0 ⎪⎭
PROBLEM
The dual problem is
m n ⎫
max W = ∑
i =1
a i ui + ∑ b j v j
j =1
⎪
⎪
⎪
s.t . ⎪
⎪
⎪
ui + v j ≤ c i j i = 1, ... , m ⎬ ( D)
xi j ↔ ⎪
⎪
j = 1, ... , n ⎪
⎪
u i , v j are unrestricted in sign ⎪
⎪⎭
PROBLEM
The complementary slackness conditions for ( D ) are
i = 1, ... , m
x i*j [ u i* + v *j − c i*j ] = 0
j = 1, ... , n
Due to the equalities in ( P ), the other complemen-
tary slackness conditions fail to provide any additio-
nal useful information

The complementary slackness conditions obtain
x i*j > 0 ⇒ u i* + v *j = cij
u i* + v *j < c i j ⇒ x i*j = 0
We make use of the duality characteristics to
develop the u – v method for solving the standard
transportation problem
THE u–v METHOD
The u – v method starts with a basic feasible solution
for the primal problem, obtains the corresponding
dual variables (as if the solution were optimal)
and uses the duals to determine the adjacent basic
feasible solution; the process continues until the
optimality condition is satisfied

THE u–v METHOD
For a basic feasible solution, we find the dual
variable u i and v j using the complementary
slackness conditions
ui + v j = c i j ∀ basic x i j
with u i and v j being unrestricted in sign

THE u–v METHOD
We compute using
c i j = c i j − ( u i + v j ) ∀ nonbasic x i j
the step is the analogue of computing c T in the
simplex tableau approach (relative cost improve-
ment vector)
The complementary-slackness-based optimality test
is performed :
if ci j ≥ 0 ∀ nonbasic x i j ⎡⎣ x i j = 0 ⎤⎦ ,
then the basic feasible solution is optimal
THE u–v METHOD
Otherwise, some nonbasic variable x pq ∋
c pq = c pq − ( u p + vq ) < 0
exists and we determine
c pq = min

pq ∋ x pq
{c } pq
is nonbasic
We, then, select x pq to become a basic variable and

repeat the process for this new basic feasible
solution
PROBLEM EXAMPLE
We apply the u – v scheme to the example
previously discussed
The basic step from the dual formulation is to
require
ui + v j = c i j ∀ basic x i j
PROBLEM EXAMPLE
We start with the basic feasible solution and apply
the complementary slackness conditions
u1 + v 4 = 1 = c 14
u 2 + v 4 = 4 = c 24
u2 + v3 = 5 = c 23
u3 + v 2 = 6 = c 32
u3 + v1 = 7 = c 31
u2 + v1 = 10 = c 21
We have 6 equations in 7 unknowns and so there
is an infinite number of solutions
PROBLEM EXAMPLE
Arbitrarily, we set
v4 = 0
and solve the equations above to obtain
u1 = 1
u2 = 4
v3 = 1
v1 = 6
u3 = 1
v2 = 5
PROBLEM EXAMPLE
The ci j for the nonbasic variables are
x 11 : c 11 = c 11 − ( u1 + v 1 ) = 2 − (1 + 6) = − 5
x 12 : c 12 = c 12 − ( u1 + v 2 ) = 2 − (1 + 5) = − 4
x 13 : c 13 = c 13 − ( u1 + v 3 ) = 2 − (1 + 1) = 0
x 34 : c 34 = c 34 − ( u 3 + v 4 ) = 8 − (1 + 0 ) = 7
x 33 : c 33 = c 33 − ( u 3 + v 3 ) = 6 − (1 + 1) = 4
PROBLEM EXAMPLE
We determine
c pq = min

= c 11 = − 5
pq ∋ x pq
is nonbasic
and consequently the nonbasic variable x 11 is
introduced into the basis
We determine the maximal value of x 11 by
setting x11 = θ and make use of the tableau

EXAMPLE
market j
W1 θ 3–θ 3
W2 2–θ 4 1+θ 7
W3 2 3 5
bj 4 3 4 4
EXAMPLE
Therefore,
max θ = min { 2, 3 } = 2
Consequently, x21 = 0 and leaves the basis
We obtain the basic feasible solution
x 14 = 1, x 11 = 2, x 31 = 2, x 32 = 3, x 23 = 4, x 24 = 3
and repeat to solve the u – v problem for this
new basic feasible solution

EXAMPLE
market j v1 = 2 v2 = 1 v3 = 2 v4 = 1 ai
w/h i
u1 = 0 2 1 3
2 2 2 1
u2 = 3 4 3 7
10 8 5 4
u3 = 5 2 3 5
7 6 6 8
bj 4 3 4 4
EXAMPLE
The complementary slackness conditions of the
nonzero valued basic variables obtain
u 1 + v 1 = c 11 = 2
u 1 + v 4 = c 14 = 1
u 2 + v 3 = c 23 = 5
u 2 + v 4 = c 24 = 4
u 3 + v 1 = c 31 = 7
u 3 + v 2 = c 32 = 6
EXAMPLE
We set
u1 = 0
and therefore
v3 = 2 v1 = 2
u3 = 5 u3 = 5
v2 = 1 v2 = 0
We compute c i j for each nonbasic variable x i j
EXAMPLE
c12 = c 12 − ( u1 + v 2 ) = 2 − (0 + 1) = 1
c13 = c 13 − ( u1 + v 3 ) = 2 − (0 + 2) = 0
c21 = c 21 − ( u 2 + v 1 ) = 10 − (3 + 2) = 5
c22 = c 22 − ( u 2 + v 2 ) = 8 − (3 + 1) = 4
c33 = c 33 − ( u 3 + v 3 ) = 6 − (5 + 2) = −1
c34 = c 34 − ( u 3 + v 4 ) = 8 − (5 + 1) = 2
only possible improvement
We introduce x 33 as a basic variable and determine
. its nonnegative value θ in the tableau

EXAMPLE
market j
W1 2+θ 1–θ 3
W2 4–θ 3+θ 7
W3 2–θ 3 θ 5
bj 4 3 4 4
EXAMPLE
The limiting value of θ is
θ = min { 2, 4, 1 } = 1
Consequently, x14 leaves the basis and x33
enters the basis with the value 1
We obtain the adjacent basic feasible solution in

EXAMPLE
market j
w/h i v1 = 2 v2 = 1 v3 = 1 v4 = 0 ai
3
u1 = 0 3
2 2 2 1
u2 = 4 3 4
7
10 8 5 4
1 3 1
u3 = 5 8
5
7 6 6
bj 4 3 4 4
EXAMPLE
We evaluate c i j for each nonbasic variable;
c i j ≥ 0 and so we have an optimal solution with

shipping 3 from W 1 to M 1 with costs 6
shipping 3 from W2 to M 3 with costs 15
and resulting in the least total costs of 68
ELECTRICITY DISTRIBUTION
EXAMPLE
We consider in an electric utility system in which
3 power plants are used to supply the demand of
4 cities
The supplies available from the 3 plants are given
The demands of the 4 cities are specified
6
The costs of supplying each 10 kWh are given
ELECTRICITY COSTS
to city supplies
from
1 2 3 4 (106 kWh)
1 8 6 10 9 35
plant 2 9 12 13 7 50
3 14 9 16 5 40
demands 125
45 20 30 30
(106 kWh)
ELECTRICITY COSTS
to city supplies
from
1 2 3 4 (106 kWh)
1 balanced
8 6 10 9 35
plant transportation
2 9 12 13 7 50
3 problem
14 9 16 5 40
demands 125
45 20 30 30
(106 kWh)
ELECTRICITY ALLOCATION EXAMPLE
We note that
3 4
∑ ai = ∑bj
i =1 j =1
and so we have a balanced transportation
problem
We find a basic feasible solution using the least-
cost rule
ELECTRICITY ALLOCATION EXAMPLE:
SOLUTION
to city supplies
from 1 2 3 4 (106 kWh)
1 0 35
8 6 10 9
plant 2 0 50
9 12 13 7
3 30 40
10
14 9 16 5
demands
45 20 30 30 125
(106 kWh)
SOLUTION
And we set
x 34 = 30
x 14 = 0
x 24 = 0
We compute the supply left at plant 3 and remove
column 4 from further consideration
We continue with the reduced system

SOLUTION
to city supplies
from (106 kWh)
1 2 3
1 20 35
15
8 6 10
plant 2 0 50
9 12 13
3 0 10
14 9 16
demands
45 20 30
(106 kWh)
SOLUTION
and so we set
x 12 = 20
x 22 = 0
x 32 = 0
We recompute the supply left at plant 1 and
remove column 2 from further consideration
The new reduced system obtains

SOLUTION
to city supplies
from (106 kWh)
1 3
1 15 0 15
8 10
plant 2 50
9 13
3 10
14 16
demands
30
45 30
(106 kWh)
SOLUTION
and therefore we set
x 11 = 15
x 13 = 0
and remove row 1 from further consideration
since the supply at plant 1 is exhausted
The operation is repeated for the further reduced
system
SOLUTION
to city supplies
from (106 kWh)
1 3
2 30 20
50
9 13
plant
3 0 10
14 16
demands
30 30
(106 kWh)
SOLUTION
and therefore we set
x 21 = 30
x 31 = 0
and remove column 1 from further consideration
since all the demand in city 1 is satisfied
We are finally left with

SOLUTION
to city supplies
from (106 kWh)
3
2 20 20
13
plant
3 10 10
16
demands
30
(106 kWh)
SOLUTION
which allows us to set
x 23 = 20
x 33 = 10
The basic feasible solution has the costs
Z = 30 · 5 + 20 · 6 + 15 · 8 + 30 · 9 + 20 · 13 + 10 · 16 = 1080
We improve this solution by using the u – v
scheme
The first tableau corresponding to the initial basic
feasible solution is:
SOLUTION
to city supplies
from 3 4 (106 kWh)
1 2
1 15 20 35
8 6
plant
2 30 20 50
9 13
3 10 30 40
16 5
demands
45 20 30 30
(10 6 kWh)
EXAMPLE
We compute, the possible improvements at each
nonbasic variable:
c 31 = c 31 − ( u 3 + v 1 ) = 14 − (4 + 8) = 2
c 22 = c 22 − ( u 2 + v 2 ) = 12 − (1 + 6) = 5
c 32 = c 32 − ( u3 + v 2 ) = 9 − (4 + 6) = −1
c 13 = c 13 − ( u1 + v 3 ) = 10 − (0 + 12) = −2
c 14 = c 14 − ( u1 + v 4 ) = 9 − (0 + 1) = 8
c 24 = c 24 − ( u2 + v 4 ) = 7 − (1 + 1) = 5
improvement possible
better possibility
EXAMPLE
We bring x 13 into the basis and determine the
value of θ using the tableau structure
From the tableau we conclude that
θ = min { 15, 20 } = 15
and therefore x 11 leaves the basis and obtain the
adjacent basic possible solution given in the table

EXAMPLE
cities
1 2 3 4 ai
plants
1 15 − θ 20 θ 35
2 30 + θ 20 – θ 50
3 10 30 40
bj 45 20 30 30
EXAMPLE
The adjacent basic feasible solution is
x 21 = 45, x 12 = 20, x 13 = 15, x 23 = 5, x 33 = 10, x 34 = 30
and the new value of Z is
Z = 20 · 6 + 15 · 10 + 45 · 9 + 5 · 13 + 10 · 16 + 30 · 5
= 1050 < 1080
We again pursue a u – v improvement strategy
by starting with the tableau

EXAMPLE
cities
plants
v1 = 6 v2 = 6 v 3 = 10 v4 = – 1 supplies
u1 = 0 20 15 35
6 10
u2 = 3 45 5 50
9 13
u3 = 6 10 30 40
16 5
demands 45 20 30 30
EXAMPLE
The complementary slackness conditions obtain
the possible improvements
c 11 = c 11 − ( u1 + v 1 ) = 8 − (0 + 6) = 2
c 31 = c 31 − ( u 3 + v 1 ) = 14 − (6 + 6) = 2
c 22 = c 22 − ( u 2 + v 2 ) = 12 − (3 + 6) = 3
c 32 = c 32 − ( u 3 + v 2 ) = 9 − (6 + 6) = −3
c 14 = c 14 − ( u1 + v 4 ) = 9 − (0 − 1) = 10
c 24 = c 24 − ( u 2 + v 4 ) = 7 − (3 − 1) = 5
only possible improvement
We bring x 32 into the basis and determine its
value θ using
EXAMPLE
plants
cities
1 2 3 4 ai
1 20 – θ 15 + θ 35
2 45 5 50
3 θ 10 – θ 30 40
bj 45 20 30 30
EXAMPLE
and so
θ = min { 10, 20 } = 10
The adjacent basic feasible solution is, then,
x 21 = 45 x 12 = 10 x 32 = 10
x 13 = 25 x 23 = 5 x 34 = 30
and the value of Z becomes
Z = 45 · 9 + 10 · 6 + 10 · 9 + 25 · 10 + 5 · 13 30 · 5 =1,020
You are asked to prove, using complementary
slackness conditions, that this is the optimum
NONSTANDARD TRANSPORTATION
PROBLEM
The nonstandard transportation problem arises
when supply and demand are unbalanced: either
supply exceeds demand or vice versa
We solve by transforming the nonstandard
problem into a standard one
The approach is to create a fictitious entity and
thereby restore the problem to balanced status

PROBLEM
For the case
m n
∑
i =1
ai > ∑
j =1
bj

supply demand
we create the fictitious market Mn+1 to absorb all

⎛ m n ⎞
the excess supply ⎜⎜ a i − ∑ ∑ b j ⎟⎟ ; we set c i, n+1 = 0,
⎝ i =1 j =1 ⎠
∀ i = 1, 2, ... , m since M n+1 does not exist in reality
The problem is then in standard form with j = 1, …
, n+1, an augmented number of markets

PROBLEM
For the case
n m
∑
j =1
bj > ∑
i =1
ai

demand supply
the problem is not , in effect, feasible since all the
demands cannot be met and therefore the least-
cost shipping schedule is that which will supply
as much as possible of the demands of the
markets
PROBLEM
For the overdemand case, we introduce the
fictitious warehouse W m+1 to supply the shortage;

⎡ n m ⎤
∑
.⎢ b j
⎢⎣ j =1
− ∑
i =1
ai ⎥ we set c m+1, j = 0
⎥⎦
for j = 1, 2, … , n and the problem is in standard
form with i = 1, … , m + 1 (augmented number of
warehouses)
PROBLEM
Note that the variable x m+1, j is the shortage at
market j and is the shortfall in the demand b j
experienced by the market M j due to inadequate
supplies
For each market j , x m+1, j is a measure of the
infeasibility of the problem

EXAMPLE: CANNING OPERATIONS
SCHEDULING
This problem is concerned with the schedule of 2
plants A and B in the purchase of the raw
supplies from 3 growers
grower availability (ton) price ( $ / ton )
Smith 200 10
Jones 300 9
Richard 400 8

SCHEDULING
and shipping costs in $ / ton given by
to plant
from A B
Smith 2 2.5
Jones 1 1.5
Richard 5 3

SCHEDULING
The plants’ labor costs and capacity limits are
plant A B
capacity
450 550
( ton )
labor costs
25 20
( $ / ton )

SCHEDULING
The selling price for canned goods is 50 $ / ton
and the company can sell all it produces
The problem is to determine the maximum profit
schedule
Note that this is an unbalanced problem since
supply = 200 + 300 + 400 = 900 tons
demand = 450 + 550 = 1000 tons > 900 tons
Clearly, the decision variables are the amounts
purchased from each grower and shipped to each
plant
SCHEDULING
The objectives is formulated as
⎡ ⎤ ⎡ ⎤
max Z = ⎢ 50 − 25 − 10 − 2 ⎥ x ⎢ 50 − 25 − 9 − 1 ⎥ x

SA +
⎥ JA
⎢ ⎥ ⎢
⎣ 13 ⎦ ⎣ 15 ⎦
⎡ ⎤ ⎡ ⎤
+ ⎢
50 − 25 − 8 − 5 ⎥x + ⎢ 50 − 20 − 10 − 2.5 ⎥ x
⎢
⎥ RA ⎢
⎥ SB
⎣ 12 ⎦ ⎣ 17.5 ⎦
⎡ ⎤ ⎡ ⎤
+ ⎢
50 − 20 −
9 − 1.5 ⎥ x + ⎢ 50 − 20 − 8 − 3 ⎥ x

⎥ JB
⎢ ⎢
⎥ RB
⎣ 19.5 ⎦ ⎣ 19 ⎦
SCHEDULING
The supply constraints are
x SA + x SB ≤ 200
x JA + x JB ≤ 300
x RA + x RB ≤ 400
The demand constraints are
x SA + x JA + x RA ≤ 450
x SB + x JA + x RB ≤ 550
SCHEDULING
Clearly, all decision variables are nonnegative
The unbalanced nature of the problem requires the
introduction of a fictitious grower F with the
supply 100 corresponding to the supply shortage;
in this way the nonstandard problem becomes
standard
We set up the standard transportation problem

SCHEDULING
plant j A B supply
grower i
S 200
13 17.5
J 300
15 19.5
R 400
12 19
F 100
0 0
demand 450 550
SCHEDULING
Please note that the objective is a maximization
rather than a minimization
We therefore recast the mechanics of the u-v
scheme for the maximization problem
As a homework exercise, show that the duality
complementary slackness conditions allow us to
change the u – v algorithm in the following way:

SCHEDULING
the selection of the nonbasic variable x i j to
enter the basis is from those x i j where the
corresponding
c i j > ui + v j
and we evaluate and focus on all c i j > 0 so
that x i j is a candidate to enter the basis
we pick x pq
c pq = max

pq ∋ x pq
{c } pq
is nonbasic
EXAMPLE SOLUTION
plant j A B supply
grower i
S 200 0 200
13
J 250 50 300
15 19.5
R 0 400 400
19
F 0 100 100
0 0
demand 450 550
EXAMPLE SOLUTION
We construct the u – v relations for this solution
u 1 + v 1 = 13 u 2 + v 2 = 19.5
u 2 + v 1 = 15 u 3 + v 2 = 19
u4 +v 2 = 0
We arbitrarily set u 1 = 0 and compute
v 1 = 13, u 2 = 2, v 2 = 17.5, u 3 = 1.5, u 4 = – 17.5

EXAMPLE SOLUTION
We evaluate the ci j corresponding to the
nonbasic variables
c 31 = c 31 − ( u 3 + v 1 ) = 12 − (1.5 + 13) = − 2.5
c 41 = c 41 − ( u 4 + v 1 ) = 0 − ( −17.5 + 13) = 4.5
c 12 = c 12 − ( u1 + v 2 ) = 17.5 − (0 + 17.5) = 0
single possible improvement
Thus, x 41 enters the basis and we determine θ

EXAMPLE SOLUTION
plant j A B supply
grower i
S 200 200
13
J 250 – θ 50 + θ 300
15 19.5
R 400 400
19
F θ 100 – θ 100
0 0
demand 450 550
EXAMPLE SOLUTION
It follows that
θ = min { 250, 100 } = 100
and so the adjacent basic feasible solution is
x 11 = 200, x 21 = 150, x 41 = 100, x 22 = 150, x 32 = 400
We repeat the u – v procedure to obtain

EXAMPLE SOLUTION
u 1 + v 1 = 13 u 2 + v 2 = 19.5
u 2 + v 1 = 15 u 3 + v 2 = 19
u4 + v1 = 0
We solve by arbitrarily setting u 1 = 0 and obtain
v 1 = 13 , u 2 = 2 , v 2 = 17.5 , u 3 = 1.5 , u 4 = – 13

EXAMPLE SOLUTION
We compute the ci j for the nonbasic variables
c 12 = 17.5 − ( 0 + 17.5) = 0
c 31 = 12 − (1.5 + 13) = − 2.5
c 42 = 0 − ( − 13 + 17.5) = − 4.5
EXAMPLE SOLUTION
Since each c i j is ≤ 0 no more improvement in
the maximization is possible and so the maximum
profits are
Z = (200)13 + (150)15 + (100)0 +(150)19.5 + (400)19
= 15,375 $
SCHEDULING PROBLEM AS A
STANDARD TRANSPORTATION PROBLEM
The problem is concerned with the weekly
production scheduling over a 4 – week period
production costs from each item
first two weeks $ 10
last two weeks $ 15
demands that need to be met are

week 1 2 3 4
demand 300 700 900 800

weekly plant capacity is 700
overtime is possible for weeks 2 and 3 with
- the production of additional 200 units
- additional cost per unit of $ 5
$ 3 for weekly storage of excess production
the objective is to minimize the total costs for the
4-week schedule
The decision variables are
xi j = production in week i for use in week j market
demand 1 2 3 4 F supply
production
M is a very large number
1 700
10 13 16 19 0
normal 700
M 10 13 16 0
2 o/t 200
M 15 18 21 0
3,200
normal 700
M M 15 18 0
3 o/t 200
M M
2,700 20 2,700 0
3,200 – 23
4 700
M M M 15 0
demand 300 700 900 800 500
ASSIGNMENT PROBLEM
We are given
n machines M 1 , M 2 , … , M n↔ i
n jobs J 1 , J 2 ,…, J n
↔ j
c i j = cost of doing job j on machine i
c i j = M̂ if job j cannot be done on machine i
each machine can only do one job and we wish to
determine the optimal match, i.e., the assignment
with the lowest total costs of doing all the jobs j
on the n machines available
ASSIGNMENT PROBLEM
The brute force approach is simply enumeration:
consider n = 10 and there are 3, 628, 800 possible
choices!
We can, however, introduce categorical decision
variables
⎧1 job j is assigned to machine i
⎪
xij = ⎨
⎪0 otherwise
⎩
ASSIGNMENT PROBLEM
and the problem constraints can be stated as
n
∑
j =1
x ij = 1 ∀ i each machine does exactly 1 job
n
∑
i =1
x ij = 1 ∀ j each job is assigned
to only 1 machine
The objective, then, is

n n
min Z = ∑∑
i =1 j =1
c ij x ij
ASSIGNMENT PROBLEM
This assignment problem is a standard
transportation problem with
ai = 1 ∀i
bj = 1 ∀ j
n n
∑
i =1
ai = ∑
j =1
bj
NONSTANDARD ASSIGNMENT
PROBLEM
Suppose we have m machines and n jobs with
m ≠ n
We may convert this into an equivalent standard
assignment problem with equal number of machines
and jobs
The conversion requires the introduction of
either fictitious jobs or fictitious machines

PROBLEM
In the case m > n :
we create ( m – n ) fictitious jobs and we have
m machines and n + m – n = m jobs; we assign
the machinery costs for the fictitious goods to
be 0 : note that there is no change in the
objective function since a fictitious job
assigned to a machine is, in effect, a machine
that is idle
PROBLEM
For the case n > m :
we create ( n – m ) fictitious machines with
machine costs of 0 and the solution
obtained has the ( n – m ) jobs that cannot be
done due to lack of machines

PROBLEM
In principle, any assignment problem may be
solved using the transportation problem
technique; in practice , this is not good since
there exists degeneracy in every basic feasible
solution
We note that in the standard assignment problem for
m machines with m = n , there are exactly m x i j
that are 1 (nonzero) but every basic feasible
solution of the transportation problem has (2m –
1) basic variables and therefore contains (m – 1)
zero valued basic variables

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ECE 307 – Techniques for Engineering

© 2006-2009 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved. 1

 The network structure is also common to many

 river systems with pondage for electricity

illustrated with the problem of distribution of a

specified homogenous product from several

sources to a number of localities at least cost

 We consider a system with m warehouses, n

markets and links between them with the specified

 all the supply comes from the m ware-

 The transportation problem is to determine the

optimal shipping schedule that minimizes shipping

costs for the set of m warehouses to the set of

n markets : the quantities shipped from the

warehouse i to each market j

xij = quanity shipped from warehouse i to market j

 The objective function is

every available unit of supply at the m ware-

there are at most (m + n – 1) independent cons-

feasible solution which has no more than

(m + n – 1) positive valued basic variables

 The key idea of the scheme is to select, at each

step, the variable x i j with the lowest shipping costs

c i j as the next basic variable

which is the value for the modified demand at M 4

 We again apply the criterion selection for the reduced

tableau: c 24 is the lowest-valued c i j with i = 2, j = 4

and we select x 24 as a basic variable

violating any constraints:

and we set x 24 = 1 and

 We delete column 4 from any further consi-

deration since all the demand at M 4 is exhausted

which is the value for the modified supply at W 2

 We repeat these steps until we find the nonzero

basic variables and obtain a basic feasible solution

 In the reduced tableau,

variables and results in shipment costs of

tary slackness conditions fail to provide any additio-

nal useful information

x i*j > 0 ⇒ u i* + v *j = cij

 We make use of the duality characteristics to

develop the u – v method for solving the standard

 The u – v method starts with a basic feasible solution

for the primal problem, obtains the corresponding

dual variables (as if the solution were optimal)

and uses the duals to determine the adjacent basic

feasible solution; the process continues until the

optimality condition is satisfied

 For a basic feasible solution, we find the dual

variable u i and v j using the complementary

with u i and v j being unrestricted in sign

exists and we determine

 We, then, select x pq to become a basic variable and

 The basic step from the dual formulation is to

and consequently the nonbasic variable x 11 is

introduced into the basis

 We determine the maximal value of x 11 by

setting x11 = θ and make use of the tableau

The network structure is also common to many

river systems with pondage for electricity

We consider a system with m warehouses, n

all the supply comes from the m ware-

The transportation problem is to determine the

The objective function is

The key idea of the scheme is to select, at each

We again apply the criterion selection for the reduced

We delete column 4 from any further consi-

We repeat these steps until we find the nonzero

In the reduced tableau,

x ij > 0 ⇒ u i + v *j = cij

We make use of the duality characteristics to

The u – v method starts with a basic feasible solution

For a basic feasible solution, we find the dual

We, then, select x pq to become a basic variable and

The basic step from the dual formulation is to

We determine the maximal value of x 11 by

Consequently, x21 = 0 and leaves the basis

We obtain the basic feasible solution

We introduce x 33 as a basic variable and determine

Consequently, x14 leaves the basis and x33

We obtain the adjacent basic feasible solution in

The supplies available from the 3 plants are given

The demands of the 4 cities are specified

We find a basic feasible solution using the least-

We compute the supply left at plant 3 and remove

We continue with the reduced system

We recompute the supply left at plant 1 and

The new reduced system obtains

The operation is repeated for the further reduced

We are finally left with

From the tableau we conclude that

We again pursue a u – v improvement strategy

We solve by transforming the nonstandard

The approach is to create a fictitious entity and

For each market j , x m+1, j is a measure of the

The unbalanced nature of the problem requires the

We set up the standard transportation problem

We therefore recast the mechanics of the u-v

As a homework exercise, show that the duality

We construct the u – v relations for this solution

We arbitrarily set u 1 = 0 and compute